Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51715.92 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48516.86 Kr¶

PnL: ---------------------------------------> -570.71 Kr¶

DD now: ---------------------------------> -0.44 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 09:56:07.714640'

Anic Portfolio¶

Today¶

Return: 0.149 %¶

This Week¶

Return: 8.813 %¶

Total¶

Return: 69.305 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -0.320000 3412.800000 232.800000 7.320000 3180.000006
HMS Networks 2 3.190000 803.200000 130.200000 19.350000 673.000000
HEBA B 70 3.010000 2754.500000 118.500000 4.500000 2636.000010
Nordea Bank Abp 29 0.850000 3561.780000 107.780000 3.120000 3453.999992
SAAB B 8 0.770000 3443.200000 66.200000 1.960000 3377.000000
Swedbank A 3 1.900000 612.600000 48.600000 8.620000 564.000000
Resurs Holding 22 1.080000 617.980000 43.980000 7.660000 573.999998
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
AcadeMedia 12 1.060000 597.600000 40.600000 7.290000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.660000 390.000000 35.000000 9.860000 355.000000
Norva24 Group 16 -0.110000 575.360000 32.360000 5.960000 543.000000
Intrum 4 1.890000 549.600000 22.600000 4.290000 527.000000
OEM International B 7 0.900000 547.400000 19.400000 3.670000 527.999997
Eastnine 4 1.760000 509.600000 18.600000 3.790000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 1.010000 577.800000 7.800000 1.370000 570.000000
Coor Service Management Hold. 8 0.900000 538.800000 6.800000 1.280000 532.000000
Karnov Group 9 0.330000 541.800000 5.800000 1.080000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.780000 249.120000 3.120000 1.270000 246.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Corem Property Group B 59 2.460000 577.610000 0.610000 0.110000 576.999999
Handelsbanken A 5 0.050000 544.500000 -1.500000 -0.270000 546.000000
Boozt 12 1.320000 1652.400000 -1.600000 -0.100000 1653.999996
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Sampo Oyj SDB 7 0.640000 3846.500000 -3.500000 -0.090000 3850.000000
CTEK 13 1.430000 507.000000 -27.000000 -5.060000 533.999999
International Petroleum Corp. 5 -0.360000 560.500000 -34.070000 -5.730000 594.565215
Essity B 2 -1.320000 538.200000 -35.800000 -6.240000 574.000000
Fasadgruppen Group 38 -1.460000 4104.000000 -37.000000 -0.890000 4140.999992
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
Beijer Electronics Group 27 0.000000 3002.400000 -81.600000 -2.650000 3083.999994
OX2 22 3.980000 1840.300000 -148.700000 -7.480000 1989.000002
Axfood 15 -4.170000 3865.500000 -434.500000 -10.100000 4300.000005
Ovzon 64 -1.130000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48516.860000 -570.710000 -0.43982% 49087.564636

Updated:¶

'2023-02-01 09:56:20.713285'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶